Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-05 18.113098 20.652658 23.388526 26.551087 30.102155 33.962278 38.472040
2025-01-12 14.112455 17.503310 21.438780 26.328279 32.223579 39.084818 47.656971
2025-01-19 11.445576 15.002245 19.335840 24.976871 32.095057 40.745327 52.016866
2025-01-26 10.255827 14.100854 18.986016 25.603355 34.282031 45.219152 59.980538
2025-02-02 9.368907 13.427189 18.773272 26.267007 36.424166 49.625356 67.978804
2025-02-09 8.357530 12.453754 18.035618 26.112899 37.399639 52.490926 74.049545
2025-02-16 7.448014 11.511435 17.226469 25.744671 37.987332 54.789168 79.395252
2025-02-23 6.819498 10.901524 16.812161 25.863659 39.210646 57.966198 86.056705
2025-03-02 6.324908 10.436044 16.553043 26.159768 40.666228 61.500820 93.355773
2025-03-09 5.832458 9.922384 16.169447 26.220614 41.746682 64.513341 100.009942
2025-03-16 5.321963 9.329621 15.609953 25.955461 42.291908 66.732029 105.562330
2025-03-23 4.970859 8.961839 15.367186 26.151803 43.531743 70.017612 112.832243
2025-03-30 4.770904 8.837941 15.517583 27.002966 45.876680 75.150678 123.258022
2025-04-06 4.372769 8.338102 15.012237 26.746459 46.429792 77.530778 129.530295
2025-04-13 3.823027 7.517313 13.898713 25.384851 45.073004 76.791322 130.787131
2025-04-20 3.662759 7.386981 13.958820 26.017480 47.054798 81.485990 140.962935
2025-04-27 3.521348 7.277857 14.044436 26.692073 49.132865 86.419062 151.730788
2025-05-04 3.268033 6.932286 13.678068 26.535312 49.757204 88.956450 158.626965
2025-05-11 3.007675 6.548903 13.212067 26.161733 49.968021 90.789443 164.396998
2025-05-18 2.834743 6.324211 13.024293 26.282451 51.056557 94.154747 172.902029
2025-05-25 2.697416 6.159784 12.937895 26.582971 52.478556 98.148300 182.644958
2025-06-01 2.542252 5.944042 12.735085 26.644716 53.456349 101.393557 191.200660
2025-06-08 2.362732 5.659901 12.375397 26.375627 53.793241 103.500885 197.812485